A note on using the integrated form of ARIMA forecasts
By: by Ed McKenzie
Contributors: Naval Postgraduate School (U.S.)
Publisher: Naval Postgraduate School
Published: 1984
Place of publication: Monterey, California
Language: eng
Subjects: Eventual forecast function
Description: Forecasts of ARIMA processes are generally made using the Difference Equation form. This is the approach favoured by Box and Jenkins and most subsequent authors. The purpose of this document is to emphasize that the Integrated Form of the forecast enjoys some important advantages derived from its explicit use of the Eventual Forecast Function (EFF). A brief review of the procedures for obtaining all the necessary components of the Integrated Form is given, and a new and direct method is derived for evaluating the extra coefficients necessary when the EFF does not yield the forecasts for all lead times. (Author).
Notes: Title from cover.

"Prepared for: Naval Postgraduate School, Monterey, California 93943."

"August 1984"--Cover.

"NPS-55-84-015"--Cover.

Includes bibliographical references (p. 13).

"Approved for public release; distribution is unlimited"--Cover.

Technical report; 1984.

ck/ 3/25/09.

aq/aq cc:9116 09/11/97